Matrix Calculus — Development skill for Claude Code
Matrix Calculus skill based on Jan R. Magnus' tutorial.
How to install Matrix Calculus
This entry records only its repository, not the path inside it, so there is no
exact command to give. Open aresbit/matrix-calculus and copy the folder into
~/.claude/skills/, or the file into ~/.claude/agents/.
What Matrix Calculus does
Matrix Calculus skill based on Jan R. Magnus' tutorial.
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README
矩阵微积分(Matrix Calculus)
本项目整理了 Jan R. Magnus《A Gentle Introduction to Matrix Calculus》的核心内容,面向需要进行矩阵求导、优化推导、统计与计量应用的读者。
项目简介
该仓库提供一份系统化的矩阵微积分参考,重点覆盖:
- 矩阵导数的正确定义
- 微分法与识别定理
- 一阶与二阶导数(Hessian)
- 约束/无约束优化
- Kronecker 积、vec 算子、交换矩阵、复制矩阵等常用工具
适用场景:
- 手推矩阵求导公式
- 机器学习/统计模型中的目标函数优化
- 计量经济学中的矩阵微分计算
仓库结构
matrix-calculus/
├─ README.md
├─ SKILL.md
└─ references/
└─ magnus_matrix_calculus.md
核心内容速览
两大支柱
- 矩阵导数的严格定义
- 微分(differential)方法
六个基础工具
- Trace(迹)
- 线性/二次型
- Kronecker 积
- vec 算子
- 交换矩阵(Commutation Matrix)
- 复制矩阵(Duplication Matrix)
推荐阅读路径
- 先读
references/magnus_matrix_calculus.md中关于导数定义与微分规则的部分 - 再学习一阶导数与常见公式推导
- 最后阅读二阶微分、Hessian 与优化应用章节
参考资料
- Jan R. Magnus, A Gentle Introduction to Matrix Calculus
- 本仓库完整整理版:
references/magnus_matrix_calculus.md
说明
当前仓库以教程与参考资料为主,不包含独立可执行代码模块。后续可按需补充示例推导脚本、练习题与答案索引。
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